-16.4%
PINS vs GPC
+54.2%
-70.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -12.0% | +1.2% | -13.2% | -12.5% |
| 30D | -12.7% | +6.0% | -18.6% | -14.8% |
| 3M | -5.5% | +42.6% | -48.1% | -19.7% |
| 6M | +5.3% | +22.8% | -17.5% | -4.7% |
| YTD | -21.2% | +15.5% | -36.7% | -28.1% |
| 1Y | -45.0% | +2.0% | -47.1% | -47.0% |
| 3Y | -26.2% | -1.4% | -24.8% | -30.6% |
| 5Y | -64.0% | +30.6% | -94.5% | -71.1% |
| All | -16.4% | +54.2% | -70.6% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling